Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.883165 | 10.1468 | 0 |
2 | 0.804333 | 9.2411 | 0 |
3 | 0.734932 | 8.4437 | 0 |
4 | 0.687364 | 7.8972 | 0 |
5 | 0.692728 | 7.9588 | 0 |
6 | 0.647449 | 7.4386 | 0 |
7 | 0.596948 | 6.8584 | 0 |
8 | 0.49978 | 5.742 | 0 |
9 | 0.441658 | 5.0743 | 1e-06 |
10 | 0.419967 | 4.8251 | 2e-06 |
11 | 0.406293 | 4.668 | 4e-06 |
12 | 0.415786 | 4.777 | 2e-06 |
13 | 0.320599 | 3.6834 | 0.000167 |
14 | 0.262434 | 3.0151 | 0.001541 |
15 | 0.224489 | 2.5792 | 0.005499 |
16 | 0.216667 | 2.4893 | 0.007021 |
17 | 0.25272 | 2.9035 | 0.002163 |
18 | 0.227005 | 2.6081 | 0.005077 |
19 | 0.208482 | 2.3953 | 0.009006 |
20 | 0.147531 | 1.695 | 0.046216 |
21 | 0.135633 | 1.5583 | 0.060777 |
22 | 0.144836 | 1.664 | 0.049238 |
23 | 0.160686 | 1.8461 | 0.033556 |
24 | 0.184173 | 2.116 | 0.018112 |
25 | 0.125147 | 1.4378 | 0.076424 |
26 | 0.105181 | 1.2084 | 0.114519 |
27 | 0.088825 | 1.0205 | 0.154674 |
28 | 0.088888 | 1.0212 | 0.154503 |
29 | 0.139767 | 1.6058 | 0.055353 |
30 | 0.130994 | 1.505 | 0.067356 |
31 | 0.125143 | 1.4378 | 0.076431 |
32 | 0.084899 | 0.9754 | 0.16557 |
33 | 0.080466 | 0.9245 | 0.178461 |
34 | 0.108537 | 1.247 | 0.107303 |
35 | 0.13184 | 1.5147 | 0.066117 |
36 | 0.170993 | 1.9646 | 0.025783 |
37 | 0.139385 | 1.6014 | 0.055838 |
38 | 0.139132 | 1.5985 | 0.056161 |
39 | 0.139841 | 1.6067 | 0.05526 |
40 | 0.138069 | 1.5863 | 0.057533 |
41 | 0.166084 | 1.9082 | 0.029271 |
42 | 0.151967 | 1.746 | 0.041572 |
43 | 0.140868 | 1.6184 | 0.053977 |
44 | 0.099236 | 1.1401 | 0.128148 |
45 | 0.091047 | 1.0461 | 0.148724 |
46 | 0.094449 | 1.0851 | 0.139921 |
47 | 0.085558 | 0.983 | 0.163705 |
48 | 0.072528 | 0.8333 | 0.203096 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.883165 | 10.1468 | 0 |
2 | 0.110682 | 1.2716 | 0.102869 |
3 | 0.02506 | 0.2879 | 0.386931 |
4 | 0.077583 | 0.8914 | 0.187178 |
5 | 0.252821 | 2.9047 | 0.002156 |
6 | -0.14248 | -1.637 | 0.052009 |
7 | -0.068039 | -0.7817 | 0.217894 |
8 | -0.239619 | -2.753 | 0.003369 |
9 | 0.08571 | 0.9847 | 0.163278 |
10 | 0.071951 | 0.8267 | 0.204961 |
11 | 0.063186 | 0.726 | 0.234576 |
12 | 0.090091 | 1.0351 | 0.151264 |
13 | -0.347097 | -3.9878 | 5.5e-05 |
14 | 0.067844 | 0.7795 | 0.218548 |
15 | 0.088963 | 1.0221 | 0.154299 |
16 | 0.104442 | 1.1999 | 0.116155 |
17 | 0.0522 | 0.5997 | 0.274856 |
18 | -0.110218 | -1.2663 | 0.103816 |
19 | 0.037706 | 0.4332 | 0.332785 |
20 | -0.065228 | -0.7494 | 0.22747 |
21 | 0.11832 | 1.3594 | 0.088169 |
22 | -0.077337 | -0.8885 | 0.187936 |
23 | 0.066208 | 0.7607 | 0.224105 |
24 | -0.014303 | -0.1643 | 0.434862 |
25 | -0.068955 | -0.7922 | 0.214823 |
26 | 0.05837 | 0.6706 | 0.251817 |
27 | -0.028555 | -0.3281 | 0.371687 |
28 | -0.039934 | -0.4588 | 0.323564 |
29 | 0.127489 | 1.4647 | 0.072685 |
30 | 0.016672 | 0.1915 | 0.424195 |
31 | -0.018073 | -0.2076 | 0.417912 |
32 | -0.04628 | -0.5317 | 0.297909 |
33 | 0.013354 | 0.1534 | 0.43915 |
34 | 0.079919 | 0.9182 | 0.180096 |
35 | 0.030163 | 0.3465 | 0.364743 |
36 | 0.057591 | 0.6617 | 0.25467 |
37 | -0.039926 | -0.4587 | 0.323598 |
38 | 0.030037 | 0.3451 | 0.365285 |
39 | 0.027039 | 0.3107 | 0.378275 |
40 | -0.112161 | -1.2886 | 0.09989 |
41 | -0.068198 | -0.7835 | 0.217359 |
42 | 0.018354 | 0.2109 | 0.416654 |
43 | 0.026681 | 0.3065 | 0.379836 |
44 | -0.03571 | -0.4103 | 0.341134 |
45 | 0.032043 | 0.3681 | 0.356676 |
46 | -0.095685 | -1.0993 | 0.136812 |
47 | -0.011786 | -0.1354 | 0.446248 |
48 | -0.120184 | -1.3808 | 0.084836 |